The Floating Price for each contract month will be equal to the arithmetic average of the PJM AECO Zone Day-Ahead LMP for peak hours provided by PJM Interconnection, LLC (PJM) for the contract month. For settlement of this contract, the prices provided by PJM will be considered final on the payment date stated in Rule 155.10 and will not be subject to any further adjustment

Termination Of Trading

CME Globex:

Trading on CME Globex shall cease on the last business day of the month prior to the contract month.

Delivery under the PJM AECO Zone Off-Peak Calendar-Month Day-Ahead LMP Futures Contract shall be by cash settlement. Final settlement, following termination of trading for a contract month, will be based on the Floating Price. The final settlement price will be the Floating Price calculated for each contract month.

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